WOW at work, blocked network help

I would like to play wow at work, but unfortunatley my network administrator isnt the most cooperative person in the world and has blocked it. To the point where I he wont let me use my laptop on the network and so I had to go via a proxy to access the internet.

I have read people discussing tunnels and socks and that sort of business, but It isnt exactly my strong point.

If anyone has any suggestions I would really appreciate some assistance, but please remember I am a self confessed total noob at IT.